+496.3%
GFI vs AMBA
+837.3%
-340.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.1% | -11.0% | +14.1% | +3.8% |
| 30D | +27.1% | -23.2% | +50.3% | +29.0% |
| 3M | +21.2% | -12.7% | +33.9% | +21.3% |
| 6M | -4.5% | +11.2% | -15.7% | -5.9% |
| YTD | +11.7% | -11.2% | +23.0% | +11.3% |
| 1Y | +46.0% | -22.5% | +68.6% | +46.2% |
| 3Y | +309.6% | -1.3% | +310.9% | +300.0% |
| 5Y | +506.0% | -54.2% | +560.2% | +492.9% |
| 10Y | +1,009.2% | -6.1% | +1,015.3% | +934.3% |
| All | +496.3% | +837.3% | -340.9% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling